| Quasi-Monte Carlo methods in numerical finance C Joy, PP Boyle, KS Tan Management science 42 (6), 926-938, 1996 | 429 | 1996 |
| Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures J Cai, KS Tan ASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 2007 | 342 | 2007 |
| Financial Economics: with applications to investments, insurance, and pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 331 | 1998 |
| Optimal reinsurance under VaR and CTE risk measures J Cai, KS Tan, C Weng, Y Zhang Insurance: mathematics and Economics 43 (1), 185-196, 2008 | 326 | 2008 |
| Optimal reinsurance under VaR and CVaR risk measures: a simplified approach Y Chi, KS Tan ASTIN Bulletin: The Journal of the IAA 41 (2), 487-509, 2011 | 185 | 2011 |
| Uncertainty in mortality forecasting: an extension to the classical Lee-Carter approach JSH Li, MR Hardy, KS Tan ASTIN Bulletin: The Journal of the IAA 39 (1), 137-164, 2009 | 164 | 2009 |
| Valuation of equity-indexed annuities under stochastic interest rates X Sheldon Lin, KS Tan North American Actuarial Journal 7 (4), 72-91, 2003 | 125 | 2003 |
| Optimal reinsurance with general premium principles Y Chi, KS Tan Insurance: Mathematics and Economics 52 (2), 180-189, 2013 | 121 | 2013 |
| On Pricing and Hedging the No‐Negative‐Equity Guarantee in Equity Release Mechanisms J Siu‐Hang Li, MR Hardy, KS Tan Journal of Risk and Insurance 77 (2), 499-522, 2010 | 118 | 2010 |
| Marginal indemnification function formulation for optimal reinsurance SC Zhuang, C Weng, KS Tan, H Assa Insurance: Mathematics and Economics 67, 65-76, 2016 | 111 | 2016 |
| A general dimension reduction technique for derivative pricing J Imai, KS Tan Journal of Computational Finance 10 (2), 129, 2006 | 99 | 2006 |
| Optimality of general reinsurance contracts under CTE risk measure KS Tan, C Weng, Y Zhang Insurance: Mathematics and Economics 49 (2), 175-187, 2011 | 91 | 2011 |
| Pricing annuity guarantees under a regime-switching model XS Lin, KS Tan, H Yang North American Actuarial Journal 13 (3), 316-332, 2009 | 91 | 2009 |
| Pricing standardized mortality securitizations: A two‐population model with transitory jump effects R Zhou, JSH Li, KS Tan Journal of Risk and Insurance 80 (3), 733-774, 2013 | 85 | 2013 |
| Modeling period effects in multi-population mortality models: Applications to Solvency II R Zhou, Y Wang, K Kaufhold, JSH Li, KS Tan North American Actuarial Journal 18 (1), 150-167, 2014 | 80 | 2014 |
| VaR and CTE criteria for optimal quota-share and stop-loss reinsurance KS Tan, C Weng, Y Zhang North American Actuarial Journal 13 (4), 459-482, 2009 | 80 | 2009 |
| Applications of randomized low discrepancy sequences to the valuation of complex securities KS Tan, PP Boyle Journal of Economic Dynamics and Control 24 (11-12), 1747-1782, 2000 | 79* | 2000 |
| Pricing and hedging with discontinuous functions: Quasi–Monte Carlo methods and dimension reduction X Wang, KS Tan Management Science 59 (2), 376-389, 2013 | 52 | 2013 |
| Sustainable portfolio management under climate change M Fang, KS Tan, TS Wirjanto Journal of Sustainable Finance & Investment 9 (1), 45-67, 2019 | 47 | 2019 |
| Pricing Bermudan options using low-discrepancy mesh methods PP Boyle, AW Kolkiewicz, KS Tan Quantitative Finance 13 (6), 841-860, 2013 | 47* | 2013 |
Chengguo WengUniversity of Waterloo在 uwaterloo.ca 的电子邮件经过验证
